Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-27 12.137614 13.877481 15.763975 17.959536 20.442707 23.162205 26.364417
2024-11-03 9.765444 12.139627 14.919362 18.406676 22.657023 27.661100 33.991433
2024-11-10 8.558394 11.221621 14.495440 18.801652 24.301595 31.074770 40.031406
2024-11-17 7.391284 10.164026 13.723602 18.606306 25.105421 33.431347 44.876184
2024-11-24 6.435938 9.226947 12.948227 18.242331 25.545339 35.224785 48.980082
2024-12-01 5.788414 8.617789 12.521450 18.260319 26.434508 37.602731 53.950574
2024-12-08 5.337587 8.225283 12.335495 18.560866 27.688784 40.506435 59.774952
2024-12-15 4.905909 7.809371 12.064744 18.692441 28.676764 43.058964 65.220334
2024-12-22 4.457187 7.318864 11.631862 18.530312 29.192916 44.927303 69.744671
2024-12-29 4.146944 7.010018 11.439119 18.700733 30.195388 47.540596 75.494456
2025-01-05 3.968756 6.892644 11.526777 19.300852 31.880910 51.258948 83.114369
2025-01-12 3.644579 6.504062 11.147707 19.118754 32.304618 53.036868 87.797084
2025-01-19 3.177883 5.839580 10.276458 18.082376 31.302431 52.548083 88.924087
2025-01-26 3.026931 5.708758 10.284034 18.510743 32.735812 56.041219 96.686256
2025-02-02 2.886192 5.581330 10.282893 18.915140 34.140911 59.548629 104.645191
2025-02-09 2.661742 5.280330 9.953064 18.716284 34.487200 61.298137 109.735862
2025-02-16 2.434724 4.953403 9.549534 18.351046 34.507143 62.477800 113.894555
2025-02-23 2.282873 4.756369 9.366163 18.368879 35.203546 64.850093 120.237506
2025-03-02 2.181292 4.648472 9.339110 18.671205 36.429440 68.207998 128.488764
2025-03-09 2.066054 4.502779 9.228103 18.803491 37.342153 71.046303 135.945029
2025-03-16 1.925304 4.292225 8.974725 18.640459 37.681650 72.853043 141.600943
2025-03-23 1.833301 4.175280 8.896200 18.811836 38.665388 75.885234 149.663300
2025-03-30 1.792923 4.165022 9.030547 19.415331 40.522690 80.637862 161.187198